Sometimes when we write an essay we forget that we're speaking to someone (a reader). We also forget that the beginning of our essay is technically the first impression that we make on the reader, while the conclusion is our last chance to get the reader's attention. Rather than focusing on writing an essay that is simply "correct" (in terms of grammar, following your assignment requirements, etc.) good writers also consider whether or not they've left a lasting impression on their reader. Think about it: the movies you've seen and the books you've read, the ones that really stand out in your mind, probably had an intriguing opening and a compelling ending. Your essay topic may not be as exciting as your favorite movie, but that doesn't mean you can't make sure that your ideas stand out in the reader's mind.
The order of items above is the best order to present each part of the introduction: get the reader's attention, move toward the thesis statement, and then present the thesis statement. The thesis statement usually is most effective as just one sentence at the end of the introduction, so you should avoid presenting the thesis statement as the first sentence of the introduction and should avoid presenting the thesis statement in more than one sentence. (Information about thesis statements is presented on The Thesis Statement Web page.)